+4,901.1%
SNPS vs HRB
+1,589.4%
+3,311.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.5% |
| 7D | -11.0% | -5.7% | -5.4% | -9.8% |
| 30D | -1.7% | +7.9% | -9.6% | -3.8% |
| 3M | -20.4% | +32.1% | -52.5% | -26.0% |
| 6M | -8.6% | +62.2% | -70.9% | -19.9% |
| YTD | -16.2% | +16.4% | -32.6% | -20.7% |
| 1Y | -34.6% | -0.3% | -34.3% | -35.9% |
| 3Y | -14.5% | +36.0% | -50.5% | -23.2% |
| 5Y | +17.0% | +125.2% | -108.2% | -8.8% |
| 10Y | +560.0% | +237.7% | +322.4% | +329.3% |
| All | +4,901.1% | +1,589.4% | +3,311.8% | +1,662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling